Interest Rates Products

 
 
Daily Price Limit Changes
November Options Review
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.725 -0.005 99.725 99.725 99.715 5268
Eurodollar GEM5 Jun 2015 99.640 0 99.640 99.640 99.635 5695
Eurodollar GEU5 Sep 2015 99.510 +0.005 99.510 99.515 99.505 4401
Eurodollar GEZ5 Dec 2015 99.340 +0.005 99.345 99.350 99.340 6911
Eurodollar GEH6 Mar 2016 99.170 +0.01 99.175 99.190 99.165 2952
Eurodollar GEM6 Jun 2016 98.990 +0.01 99.000 99.015 98.990 4172
Eurodollar GEU6 Sep 2016 98.820 +0.01 98.835 98.850 98.820 2821
Eurodollar GEZ6 Dec 2016 98.665 +0.01 98.680 98.695 98.665 2348
10-Year U.S. Treasury Note ZNH5 Mar 2015 130'315 +0'035 131'015 131'035 130'310 20491
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 104'075 b +0'040 - 104'075 - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 110'285 b +0'020 - 110'285 - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.725 -0.005 99.725 99.725 99.715 5268
Eurodollar GEM5 Jun 2015 99.640 0 99.640 99.640 99.635 5695
Eurodollar GEU5 Sep 2015 99.510 +0.005 99.510 99.515 99.505 4401
Eurodollar GEZ5 Dec 2015 99.340 +0.005 99.345 99.350 99.340 6911
Eurodollar GEH6 Mar 2016 99.170 +0.01 99.175 99.190 99.165 2952
Eurodollar GEM6 Jun 2016 98.990 +0.01 99.000 99.015 98.990 4172
Eurodollar GEU6 Sep 2016 98.820 +0.01 98.835 98.850 98.820 2821
Eurodollar GEZ6 Dec 2016 98.665 +0.01 98.680 98.695 98.665 2348
30-Day Federal Funds ZQF5 Jan 2015 99.8825 0 99.8825 99.8825 99.8825 7164
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 179'15 +0'17 179'23 179'23 179'13 718
U.S. Treasury Bond ZBH5 Mar 2015 151'17 +0'08 151'19 151'23 151'16 5160
10-Year U.S. Treasury Note ZNH5 Mar 2015 130'315 +0'035 131'015 131'035 130'310 20491
5-Year U.S. Treasury Note ZFH5 Mar 2015 121'132 +0'022 121'150 121'162 121'125 9182
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'285 +0'002 109'290 109'295 109'285 5199
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 - - - - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 104'075 b +0'040 - 104'075 - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 110'285 b +0'020 - 110'285 - -
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 130'10 b +0'06 - 130'10 - -
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.